+242.6%
ET vs DD
+63.6%
+179.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +6.9% | -7.4% | +14.3% | +9.1% |
| 3M | +13.1% | -6.4% | +19.5% | +14.8% |
| 6M | +18.7% | -2.5% | +21.2% | +18.3% |
| YTD | +37.4% | +10.2% | +27.2% | +31.1% |
| 1Y | +34.8% | +36.9% | -2.1% | +19.0% |
| 3Y | +96.8% | +47.0% | +49.8% | +64.7% |
| All | +242.6% | +63.6% | +179.0% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling